2008年的金融危机给了AQR又一记重创。2007和2008年两年之间,AQR的旗舰——绝对回报基金(Absolute Return Fund)跌去了50%以上。 但阿斯内斯对模型深信不疑,他说:“我们强烈感到,其他使用同一选股模型投资者的离场,会带来了巨大的机会,我们将为客户利用好这一机会。” 通过与投资者的积极沟通,改善交易策略和发行新基...
2008年的金融危机给了AQR又一记重创。2007和2008年两年之间,AQR的旗舰——绝对回报基金(Absolute Return Fund)跌去了50%以上。 但阿斯内斯对模型深信不疑,他说:“我们强烈感到,其他使用同一选股模型投资者的离场,会带来了巨大的机会,我们将为客户利用好这一机会。” 通过与投资者的积极沟通,改善交易策略和发行新基...
两年规模和管理账户数量均下降 11公募基金自 2017 年以来规模递减 13私募基金规模集中度较高 15股票和另类投资策略是重点布局方向 15共同基金:股票型和另类投资基金表现优异 19AQR 业绩明显修复,股票和另类投资基金延续优异表现 19AQR 主要公募基金介绍 21AQR 风格溢价另类投资基金:AQR Style Premia Alternative Fund...
The investment seeks positive absolute returns. The fund is designed to be market- or beta-neutral, which means that the fund seeks to achieve returns that are not closely correlated with the returns of the equity markets in which the fund invests. Under normal market conditions, it pursues it...
daily return0.35% inception date1/5/2010 AUM$1539MM About the Fund Investment Objective Seeks positive absolute returns. Fund Overview The Fund invests long and short in liquid futures and other instruments across global equities, fixed income, currencies, and commodities markets. Positions are based...
Fund Category: 50 Price To Book: 1.421 Market Value: 79.50m USD Turnover: 197.00% Return On Assets: 13.0126 Market Capital: 89.80b Return On Equity: 19.1541 term to maturity (avg): 0.4978 Price To Earnings: 7.4589 Price To Cash Flow: 6.4832 Avg. Credit Quality: AAA Price To Revenue: 0....
Fund Research as of November 30, 2024 Investing News, Analysis, and Tips 1 hour ago Stock Market Today: Stocks tumble into final trading days of 2025 The S&P 500 remains on pace for its best year since 2021 and its best back-to-back years since 1990. ...
股票型和另类投资基金表现优异 19 AQR 业绩明显修复,股票和另类投资基金延续优异表现 19 AQR 主要公募基金介绍 21 AQR 风格溢价另类投资基金:AQR Style Premia Alternative Fund ... 21 AQR 股票市场中性基金:AQR Equity Market Neutral Fund 24 AQR 小盘动量风格基金:AQR Small Cap Momentum Style Fund ......
At this time, The relative strength index (RSI) of Aqr Large's share price is at 51. This suggests that the mutual fund is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are b
A computer-powered investment fund run by AQR posted double-digit gains in the opening days of 2022, building on a strong performance last year that has bolstered industry hopes that the long “quant winter” has finally passed. AQR Capital Management’s Absolute Return fund, which combines a ...